mtrs 2.0 transaction reporting gateway guide - v1.2 · 1.1 background ... regular support hours...
Post on 09-Jun-2020
2 Views
Preview:
TRANSCRIPT
MTRS 2.0 Transaction Reporting Gateway Guide
MTRS 2.0 Transaction Reporting Gateway Guide
Version 1.1
October 19, 2015
MTRS 2.0 Transaction Reporting Gateway Guide
Document History
Version Description of Change Date
V1.0 • Initial version Sept 23, 2014
V1.1 • Added Certification and Enrollment document as a
reference
• Updated support contacts
• Updated Security section with ssh2 key and secure
email details
• Updated IIROC operations email address
• Updated User Credentials information
• Updated User Permissions table
• Updated web portal manual upload procedure and
screenshots
• Updated directory structure
Aug 20, 2015
V1.2 • Changed system availability timing in Section 2.4 Oct 19, 2015
MTRS 2.0 Transaction Reporting Gateway Guide
Table of Contents
1. OVERVIEW ..................................................................................................................................................... 4
1.1 BACKGROUND .................................................................................................................................................. 4 1.2 REFERENCE DOCUMENTS .................................................................................................................................... 4 1.3 INTENDED AUDIENCE ......................................................................................................................................... 4
2. REPORTING GATEWAY .................................................................................................................................. 5
2.1 GENERAL ......................................................................................................................................................... 5 2.2 REPORTING OPTIONS ......................................................................................................................................... 5 2.3 SECURITY ......................................................................................................................................................... 5 2.4 SYSTEM AVAILABILITY ........................................................................................................................................ 5 2.5 TROUBLESHOOTING ........................................................................................................................................... 5
3. ACCOUNTS AND PERMISSIONS ...................................................................................................................... 7
3.1 USER CREDENTIALS ............................................................................................................................................ 7 3.2 USER PERMISSIONS ........................................................................................................................................... 7 3.3 ACCOUNT RETRIEVAL ......................................................................................................................................... 8
4. FILE HANDLING .............................................................................................................................................. 9
4.1 DIRECTORY STRUCTURE ...................................................................................................................................... 9 4.2 SFTP .............................................................................................................................................................. 9 4.3 WEB PORTAL ................................................................................................................................................. 10
4.3.1 Login .................................................................................................................................................................. 10
4.3.2 Manual File Upload Procedure ........................................................................................................................... 11
4.4 NAMING CONVENTION ..................................................................................................................................... 14 4.5 FILE PROCESSING ............................................................................................................................................ 14 4.6 VALIDATION AND FILE RECEIPT........................................................................................................................... 14 4.7 FILE DELIVERY FAILURE ..................................................................................................................................... 15
5. APPENDIX – TABLES AND FIGURES .............................................................................................................. 15
MTRS 2.0 Transaction Reporting Gateway Guide
1. Overview
1.1 Background
Rule 2800C sets out a framework under which Dealer Members are required to report debt securities
transactions to IIROC through the Market Trade Reporting System 2.0 (“MTRS 2.0”). All over-the-
counter (“OTC”) debt market transactions executed by a Dealer Member, including those executed on
an Alternative Trading System (“ATS”) or through an Inter-Dealer Bond Broker (“IDBB”), must be
reported to IIROC on a post-trade basis. Transaction information reported under Rule 2800C will enable
IIROC to undertake surveillance and oversight of OTC debt market trading. For more information, refer
to IIROC Notice 14-0250 – Rules Notice – Transaction Reporting for Debt Securities.
This document covers the specifications of the MTRS 2.0 Transaction Reporting Gateway and includes
information on account management, connectivity and file transmission procedures.
1.2 Reference Documents
• Debt Securities Transaction Reporting - MTRS 2 0 User Guide
• IIROC MTRS 2 0 Enrollment and Certification Manual
Latest versions can be found at http://www.iiroc.ca/industry/marketmonitoringanalysis/Pages/Surveillance-of-
Trading-Activity.aspx
1.3 Intended Audience
The material contained in this document will be of particular interest to Business Users, Business
Analysts, Programmer Analyst and Quality Assurance Analysts.
MTRS 2.0 Transaction Reporting Gateway Guide
2. Reporting Gateway
2.1 General
Dealer Members have access to their own reporting directory on the MTRS 2.0 Transaction Reporting
Gateway. Upload and download functionality are available for Dealer Members so they can submit daily
trade files as well as retrieve entity identifier reference data and reports.
2.2 Reporting Options
All Dealer Members have two reporting options. The first option is via Secure File Transfer Protocol
(sftp). This is the recommended method for Dealer Members with an automated process. The second
option is via manual upload on the MTRS 2.0 Transaction Reporting Gateway web portal.
2.3 Security
All Dealer Member transactional data will be categorized as “Secret” under IIROC’s security classification
policy. This requires that the file transmission method be secure and encrypted. MTRS 2.0 Transaction
Reporting Gateway uses sftp for file transfer and https for the web portal. Emails sent from The Gateway
will be via a secure channel.
• Sftp connectivity will be over the standard port 22 using the SSH2 tunnel. The Gateway will
accept authentication using username/passwords and SSH2 private/public key. The Dealer
Member will be required to send their public key to IIROC.
• The Gateway’s web portal can be accessed via https over the standard port 443.
• Emails sent from the Gateway will be delivered using the Echoworx platform and be available
for secure pickup.
2.4 System Availability
The MTRS 2.0 Transaction Reporting Gateway is available Monday to Friday, 7am ET to 7pm ET,
including Ontario provincial statutory holidays to allow for file transmission when an Ontario provincial
statutory holiday falls on a different day than reporting Dealer’s jurisdiction.
The primary IIROC Reporting Gateway is located in Brampton and a secondary failover gateway is
located in Toronto. Under normal operating conditions, only the primary gateway is operational. In the
event that a failover is required, the secondary gateway will come online and all files will be routed
there automatically. Dealer Members do not need to change configuration IPs to access the secondary
gateway. IIROC will notify Dealer Members and Authorized agents when a failover takes place.
2.5 Troubleshooting
The Dealer Member must contact Debt Surveillance by 5:00pm EST to report technical issues related to
the submission of a transaction file to IIROC by the Dealer Member or its Authorized Agent. The Dealer
Member is also required to contact IIROC Debt Surveillance to report changes to enrollment information
or late submission of a transaction file for any reason.
Support is available Monday through Friday from 8:00am-5:00pm EST (excluding statutory holidays).
Any issues that are reported outside regular support hours will be dealt with on a priority basis when
regular support hours resume.
MTRS 2.0 Transaction Reporting Gateway Guide
Support contact information is provided below:
Table 1: Contact Information
Support group Email address Phone number
IIROC Debt Surveillance Debtsurveillance@iiroc.ca (416) 943-5861
Marc Poles, Fixed Income Specialist,
Surveillance
mpoles@iiroc.ca (416) 943-6984
MTRS 2.0 Transaction Reporting Gateway Guide
3. Accounts and Permissions
3.1 User Credentials
All Dealer Members will initially have an sftp account created by IIROC. Additional accounts for web
portal or authorized agents will be discussed during the set up call between Dealer Members and IIROC
as outlined in the “IIROC MTRS 2 0 Enrollment and Certification Manual” document.
3.2 User Permissions
The table below shows the different user access level permissions.
Table 2: User Permissions
Action Dealer Account Access Authorized Agent Access
File Upload Yes Yes
File Download Yes
Dealer Member is responsible for
downloading files for archiving on
internal data storage facility
No
File Viewing and File Retention View files submitted under all user
accounts for the Dealer Member,
including files submitted by Authorized
Agents.
Each Dealer Member’s directory will be
size limited up to a 100MB threshold.
Previoulsy submitted files (including
those submitted by an Authorized
Agent) will remain in the submission
directory until the threshold is reached,
whereupon the oldest files will be
deleted to make room for new file
submissions.
View files uploaded by
Authorized agent for Dealer
Member account
Reference Data for entity
identifiers (LEI or other)
Available in “Reference Data”
subdirectory in the Dealer Members
main reporting directory
Download access for “Reference
Data” subdirectory
Report templates (debt and
repo) for manual upload
Available in “Reference Data”
subdirectory in the Dealer Members
main reporting directory
Available in “Reference Data”
subdirectory in the Dealer
Members main reporting
directory
MTRS 2.0 Transaction Reporting Gateway Guide
3.3 Account Retrieval
Username retrieval and password resets can be accomplished using the automated system on the MTRS
2.0 Transaction Reporting Gateway. IIROC does not need to be contacted for these tasks.
Figure 1: Account Retrieval
MTRS 2.0 Transaction Reporting Gateway Guide
4. File Handling
IIROC’s domain name for the MTRS 2.0 Transaction Reporting Gateway is eft.iiroc.ca. The sections below
document the procedures for uploading transaction files and downloading reference data and reports
using the two available protocols.
Transaction files must be in csv format and adhere to the specifications in the Debt Securities
Transaction Reporting – MTRS 2.0 User Guide document.
4.1 Directory Structure
Each Dealer Member directory on the MTRS 2.0 Transaction Reporting Gateway will have the following
structure:
Main
/Reference Data
/Reports
/Agents
/AgentX
Main This is the top level directory where all transaction files must be uploaded.
Reference Data This subdirectory contains the entity identifier list. The template files for manual
uploads will be in this directory.
Reports This subdirectory contains Dealer Member specific reports.
Agents This subdirectory contains folders for all authorized agents. Each will have their own
separate folder and agent submitted files will be located inside.
Access to the directories will depend on the user’s permissions indicated in Section 3.2.
4.2 SFTP
Dealer Members are recommended to use the sftp method for automatic file submission. It is up to the
Dealer Member to implement a client sftp solution to connect to the MTRS 2.0 Transaction Reporting
Gateway. The client solution must meet the following requirements as previously stated in Section 2.3.
• Sftp using SSH2 tunnel
• Username/Password and public/private key authentication. Dealer Member provides IIROC with
public key.
MTRS 2.0 Transaction Reporting Gateway Guide
4.3 Web Portal
The MTRS 2.0 Transaction Reporting Gateway web portal can be accessed at https://eft.iiroc.ca. The
web portal provides the Dealer Member a web interface to manage their passwords, manually upload
files, and download entity identifier reference data and reports.
4.3.1 Login
Figure 2: Login Page
MTRS 2.0 Transaction Reporting Gateway Guide
4.3.2 Manual File Upload Procedure
1. Main Portal screen. Make sure you are in the top level directory.
Figure 3: Upload - Step 1
MTRS 2.0 Transaction Reporting Gateway Guide
2. Click “File”->”File Upload” to bring up the explorer window. Choose your file and click “Open”
Figure 4: Upload - Step 2
MTRS 2.0 Transaction Reporting Gateway Guide
3. You should see the file in the folder when upload is complete.
Figure 5: Upload - Step 3
MTRS 2.0 Transaction Reporting Gateway Guide
4.4 Naming Convention
All files submitted to IIROC must conform to the following file naming convention:
Table 3: Naming Convention
Token Description
DATE Format: YYYYMMDD
The current reporting date
DEALERID Format: LEI
LEI of the submitting Dealer Member
FILEID Format: TEXT
Used to identify user account of Dealer Member or Authorized Agent (ie. Desk name,
agent name, MTRS log in name)
FILE Format: TEXT
Valid Values: DEBT or REPO
Used to identify a bond or repo trade file. Bond and repo transactions must be sent in
separate files.
Example: 20140501_12345123451234512345_DEALER1_DEBT.csv
4.5 File Processing
Dealer Members and its Authorized Agents may submit corrected versions of any file up to the reporting
deadline. Where multiple files are submitted with the same file name, IIROC will process only the last
file received as of the reporting deadline at 2:00pm. EST.
Example of transaction files submitted by a Dealer Member prior to the reporting deadline:
File 1 submitted 10:45am: 20140501_12345123451234512345_MM_DEBT.csv
File 2 submitted 1:20pm: 20140501_12345123451234512345_DEALER1_DEBT.csv
File 3 submitted 1:50pm: 20140501_12345123451234512345_MM_DEBT.csv (overwrites File 1)
File 4 submitted 1:55pm: 20140501_12345123451234512345_AGENT1_REPO.csv
In the above example, File 1 would not be processed by MTRS 2.0 as another file with the same file
name (File 3) was sent at a later time prior to the reporting deadline.
4.6 Validation and File Receipt
All transaction files submitted by a Dealer Member are validated upon receipt by IIROC. An automated
file receipt email will then be sent to the email address attached to the submission user. The receipt
email will contain the name of the file, user, time of submission, number of transactions processed as
well as the results of the validation process. The Dealer Member is expected to retain the file receipts
for audit purposes.
MTRS 2.0 Transaction Reporting Gateway Guide
The file validation process checks for the following items:
1. Header check
• Header row with all fields and in specified order
Validation process stops here if this step fails. File receipt email will specify an error with the
Header.
2. Transaction check
• Required fields must be populated
• Conditionally required fields are correctly populated
• All enumerated fields have valid values
• All fields are within field length limitations
• Exact lengths for fields that require them (Dates/Times/CUSIPs/ISINs)
• Correct formats for Date and Time
• All fields have correct data type
Processed for each transaction row if Header is correct. File receipt email will specify errors in
transaction records.
4.7 File Delivery Failure
A Dealer Member will know if a file upload is unsuccessful if a file receipt email is not immediately
received after a file is uploaded. Files can be re-uploaded anytime up until the 2pm cutoff. Dealer
Members should contact IIROC Operations for any network related issues. For support contact
information, see section 2.5.
5. Appendix – Tables and Figures
Table 1: Contact Information ........................................................................................................................ 6
Table 2: User Permissions ............................................................................................................................. 7
Table 3: Naming Convention ....................................................................................................................... 14
Figure 1: Account Retrieval ........................................................................................................................... 8
Figure 2: Login Page .................................................................................................................................... 10
Figure 3: Upload - Step 1 ............................................................................................................................. 11
Figure 4: Upload - Step 2 ............................................................................................................................. 12
Figure 5: Upload - Step 3 ............................................................................................................................. 13
top related